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Solution of Vandermonde Systems of Equations

Åke Björck and Victor Pereyra
Mathematics of Computation
Vol. 24, No. 112 (Oct., 1970), pp. 893-903
DOI: 10.2307/2004623
Stable URL: http://www.jstor.org/stable/2004623
Page Count: 11
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Solution of Vandermonde Systems of Equations
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Abstract

We obtain in this paper a considerable improvement over a method developed earlier by Ballester and Pereyra for the solution of systems of linear equations with Vandermonde matrices of coefficients. This is achieved by observing that a part of the earlier algorithm is equivalent to Newton's interpolation method. This allows also to produce a progressive algorithm which is significantly more efficient than previous available methods. Algol-60 programs and numerical results are included. Confluent Vandermonde systems are also briefly discussed.

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